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Need Help in Monte Carlo and comparing operational sequence

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I need help to run a Monte Carlo Simulation. Consider a system which has two components, working in parallel such that system fails when both the components fail. Each component can be either operational or failed. So far I have been successful in generating random numbers and arrays (n by 1) which represents operational sequence of components. The first and second element of matrix B & D represents time to failure and repair respectively and so forth. Now I need to compare the operational sequence of components in order to find out when and how long actually system failed (overlapping failures).
lam1=0.01; %failure rate of component 1
meu1=0.003; %repair rate of component 1
lam2=0.0024; %failure rate of component 2
meu2=0.003; %repair rate of component 2
n=10000; %number of simulations
r1=rand(n,1); %random numbers
r2=rand(n,1);
r3=rand(n,1);
r4=rand(n,1);
TTF1 = (-1/lam1)*log(r1); %time to failure of component 1
TTR1 = (-1/meu1)*log(r2); %time to repair of component 1
A = [TTF1 TTR1];
B = reshape(A',n*2,1); %component 1 operational sequence
TTF2 = (-1/lam2)*log(r3); %time to failure of component 2
TTR2 = (-1/meu2)*log(r4); %time to repair of component 2
C = [TTF2 TTR2];
D = reshape(C',n*2,1); %component 2 operational sequence
Please guide me how this be accomplished in Matlab. Needs a AND logic but since the Times are based on random numbers therefore its difficult to compare the two sequences. Reference to figure 12.21, page 429. Link: <http://books.google.no/books?id=b6I4MdiVgn8C&printsec=frontcover&dq=roy+billinton&hl=no&ei=IoS1TcDmE8XBswaJjMHgDA&sa=X&oi=book_result&ct=result&resnum=2&ved=0CDAQ6AEwAQ#v=onepage&q=monte%20carlo&f=false>
Thanks
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Accepted Answer

Simulink Dude
Simulink Dude on 23 Apr 2011
I would use SimEvents to do this-create two queues where I would model the entity in the two parallel paths as representing a failure. A server that services each of those entities would function as the repair man on the two lines. Each time an entity departs the server on either queue, simply generate a STEP signal in Simulink. Disable this when a new entity is generated. AND them as someone suggested to get the times you so desire.

More Answers (1)

Richard Willey
Richard Willey on 25 Apr 2011
Hi Hammad
It's difficult to answer this without more information about your model.
The easiest way to implement this would be to create a Markov Chain. However, this involves some explicit assumptions about independence.
The following MATLAB Central submission has sample code that might prove useful
  3 Comments
Hammad Awan
Hammad Awan on 25 Apr 2011
There is a book by Roy Billinton:
http://books.google.no/books?id=b6I4MdiVgn8C&printsec=frontcover&dq=roy+billinton&hl=no&ei=IoS1TcDmE8XBswaJjMHgDA&sa=X&oi=book_result&ct=result&resnum=2&ved=0CDAQ6AEwAQ#v=onepage&q=monte%20carlo&f=false
Page 429 and Figure 12.21
He has not used Markov chain, and simulated and calculated the system unavailability. Although I think its more or less Markov Chain.

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